In May 44 BC Cicero wrote to a friend indicating that Cleopatra (then in Rome) was pregnant with Caesar's child:
"I am grieved to hear of Tertia's loss of an expected child...(but) I should be glad of such a loss in the case of the queen (Cleopatra) and that [expected] scion of the breed of Caesar." [Cicero, ad Atticum, 14:20:2, 14:20:2, 15:1:5, 15:4:4]There is also a coin of Cleopatra's which shows her suckling a child, usually interpreted to be Caesarion, and marked 'Kupr' (Cyprus). Cleopatra only acquired control of Cyprus in 43 BC, when time Caesarion who was born in 47 BC would be too old to be a suckling infant.
[Update April 4th 2024: The only part of this post I still agree with is Cleopatra having an addition child with Julius Caesar and only her being d daughter explains escaping further mention. But I no longer thikn Augustus would have given such a valuable marriage to the Parthians. Thermusa was killed when she was because her people viewed her a low born.
Also much of this post was copy/pasting information from elsewhere I no longer remember the source of. So I'm Sorry about that.]